For a second, I thought he was pulling my leg and telling me some sort of joke. Then he explained that in Portuguese, "to travel in mayonnaise" is a slang for crazy or absurd.

If someone does something that seems a bit odd or is just rambling, you ask them "are you traveling in mayonnaise?"

I have asked some people, including a linguist, if they knew the roots of this phrase. He told me that it emerged in the 1990s and is much more common among young people. It's obviously not a formal study into the phrases history, but it's enough for me.

The phrase can even been shorted to just "traveling."

For example, yesterday I was rambling about something. My host asked me if I was traveling. Because I understood the context and the word's double meaning, I told her that I was. She very much enjoyed the joke.